+157.4%
NOC vs EXR
+216.3%
-58.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.2% |
| 7D | +4.8% | -0.4% | +5.3% | +5.0% |
| 30D | +11.0% | +18.2% | -7.2% | +6.3% |
| 3M | -3.8% | +7.3% | -11.1% | -5.6% |
| 6M | +0.6% | +13.8% | -13.2% | -2.9% |
| YTD | -2.3% | +25.9% | -28.2% | -8.2% |
| 1Y | +0.3% | +25.8% | -25.6% | -5.8% |
| 3Y | +24.6% | +53.7% | -29.1% | +7.8% |
| 5Y | +66.0% | -1.8% | +67.7% | +60.9% |
| All | +157.4% | +216.3% | -58.9% | +73.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded EXR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling